+169.3%
KR vs NVT
+694.8%
-525.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.9% |
| 7D | -2.7% | +2.0% | -4.7% | -2.7% |
| 30D | +1.9% | -7.2% | +9.1% | +1.9% |
| 3M | -11.0% | -0.9% | -10.1% | -11.1% |
| 6M | -20.2% | +42.6% | -62.8% | -21.0% |
| YTD | -7.3% | +52.9% | -60.2% | -8.4% |
| 1Y | -13.1% | +64.5% | -77.6% | -14.6% |
| 3Y | +29.7% | +178.0% | -148.3% | +22.8% |
| 5Y | +48.8% | +402.8% | -354.0% | +33.8% |
| All | +169.3% | +694.8% | -525.6% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling